Heterogeneity and selection in dynamic panel data

A-Tier
Journal: Journal of Econometrics
Year: 2015
Volume: 188
Issue: 1
Pages: 236-249

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The data generating process (DGP) for generic dynamic panel data consists of a law of state dynamics g, a selection or attrition rule h, and an initial condition F. I study nonparametric identifiability of this complete DGP (g,h,F) using short unbalanced panel data, allowing for nonseparability between observed states and unobserved heterogeneity in each of g, h and F. For T⩾3, the DGP is identified by using a proxy variable. For T⩾6, the three additional periods construct a proxy, and thus the DGP is identified without an auxiliary variable.

Technical Details

RePEc Handle
repec:eee:econom:v:188:y:2015:i:1:p:236-249
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29